@article{publication-4488, author={Mittnik, Stefan and Paolella, Marc S and Rachev, Svetlozar T}, doi={10.1016/S0927-5398(00)00019-0}, issn={0927-5398}, journal={Journal of Empirical Finance}, number={3-4}, pages={389-416}, publisher={Elsevier}, title={Diagnosing and treating the fat tails in financial returns data}, volume=7, year=2000, }